Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 10, 2022

Total Value ($000): $3,198,181 (100.0% shares, 0.0% debt)

Holdings (27)

— SPDR S&P 500 ETF TR 38.6%

Value ($000) $1,234,631 Shares 2,686,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 15.1%

Value ($000) $482,339 Shares 1,067,972 Est. Cost $215.99 Unrealized —

XLK SELECT SECTOR SPDR TR 9.7%

Value ($000) $310,251 Shares 1,952,123 Est. Cost $4077.92 Unrealized —

— SPDR S&P 500 ETF TR 5.9%

Value ($000) $187,407 Shares 366,300 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 4.7%

Value ($000) $150,406 Shares 1,097,938 Est. Cost $7416.22 Unrealized —

XLY SELECT SECTOR SPDR TR 4.2%

Value ($000) $132,826 Shares 717,977 Est. Cost $9059.35 Unrealized —

XLF SELECT SECTOR SPDR TR 3.8%

Value ($000) $122,968 Shares 3,208,977 Est. Cost $2915.55 Unrealized —

XLC SELECT SECTOR SPDR TR 3.3%

Value ($000) $104,549 Shares 1,520,044 Est. Cost $48.83 Unrealized —

XLI SELECT SECTOR SPDR TR 2.8%

Value ($000) $88,530 Shares 859,679 Est. Cost $7838.15 Unrealized —

XLP SELECT SECTOR SPDR TR 2.1%

Value ($000) $67,175 Shares 885,167 Est. Cost $5007.07 Unrealized —

XLE SELECT SECTOR SPDR TR 1.3%

Value ($000) $42,482 Shares 555,752 Est. Cost $6635.07 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 1.3%

Value ($000) $41,319 Shares 885,800 Est. Cost — Unrealized —

IWM IShares ETF-Rus2000 1.2%

Value ($000) $38,529 Shares 187,700 Est. Cost $159.43 Unrealized —

— iShares MSCI EAFE ETF 1.0%

Value ($000) $30,633 Shares 399,200 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 0.9%

Value ($000) $30,034 Shares 403,364 Est. Cost $3993.76 Unrealized —

XLRE SELECT SECTOR SPDR TR 0.9%

Value ($000) $29,834 Shares 617,422 Est. Cost $32.22 Unrealized —

EFA iShares MSCI EAFE ETF 0.9%

Value ($000) $29,061 Shares 394,846 Est. Cost $63.46 Unrealized —

XLB SELECT SECTOR SPDR TR 0.9%

Value ($000) $29,009 Shares 329,090 Est. Cost $6168.31 Unrealized —

IEMG ishares ETF - CORE MSCI EMKT 0.7%

Value ($000) $23,320 Shares 419,800 Est. Cost $50.98 Unrealized —

GLD SPDR Gold Trust 0.2%

Value ($000) $7,678 Shares 42,500 Est. Cost $127.13 Unrealized —

— SPDR Gold Trust 0.2%

Value ($000) $7,012 Shares 42,500 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.1%

Value ($000) $3,944 Shares 87,350 Est. Cost $40.90 Unrealized —

— IShares ETF-20yr 0.1%

Value ($000) $1,668 Shares 11,500 Est. Cost — Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $1,519 Shares 11,500 Est. Cost $122.27 Unrealized —

— iShares MSCI EAFE ETF 0.0%

Value ($000) $434 Shares 5,100 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $331 Shares 1,134 Est. Cost $172.08 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $292 Shares 5,300 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	2,686,500	$1,234,631	38.6%	—	—	Put	78462F953
SPY	SPDR S&P 500 ETF TR	1,067,972	$482,339	15.1%	$215.99	—	SPY	78462F103
XLK	SELECT SECTOR SPDR TR	1,952,123	$310,251	9.7%	$4077.92	—	XLK	81369Y803
—	SPDR S&P 500 ETF TR	366,300	$187,407	5.9%	—	—	Call	78462F903
XLV	SELECT SECTOR SPDR TR	1,097,938	$150,406	4.7%	$7416.22	—	XLV	81369Y209
XLY	SELECT SECTOR SPDR TR	717,977	$132,826	4.2%	$9059.35	—	XLY	81369Y407
XLF	SELECT SECTOR SPDR TR	3,208,977	$122,968	3.8%	$2915.55	—	XLF	81369Y605
XLC	SELECT SECTOR SPDR TR	1,520,044	$104,549	3.3%	$48.83	—	XLC	81369Y852
XLI	SELECT SECTOR SPDR TR	859,679	$88,530	2.8%	$7838.15	—	XLI	81369Y704
XLP	SELECT SECTOR SPDR TR	885,167	$67,175	2.1%	$5007.07	—	XLP	81369Y308
XLE	SELECT SECTOR SPDR TR	555,752	$42,482	1.3%	$6635.07	—	XLE	81369Y506
—	iShares MSCI Emerging Markets Indx ETF	885,800	$41,319	1.3%	—	—	Put	464287954
IWM	IShares ETF-Rus2000	187,700	$38,529	1.2%	$159.43	—	IWM	464287655
—	iShares MSCI EAFE ETF	399,200	$30,633	1.0%	—	—	Put	464287955
XLU	SELECT SECTOR SPDR TR	403,364	$30,034	0.9%	$3993.76	—	XLU	81369Y886
XLRE	SELECT SECTOR SPDR TR	617,422	$29,834	0.9%	$32.22	—	XLRE	81369Y860
EFA	iShares MSCI EAFE ETF	394,846	$29,061	0.9%	$63.46	—	EFA	464287465
XLB	SELECT SECTOR SPDR TR	329,090	$29,009	0.9%	$6168.31	—	XLB	81369Y100
IEMG	ishares ETF - CORE MSCI EMKT	419,800	$23,320	0.7%	$50.98	—	IEMG	46434G103
GLD	SPDR Gold Trust	42,500	$7,678	0.2%	$127.13	—	GLD	78463V107
—	SPDR Gold Trust	42,500	$7,012	0.2%	—	—	Put	78463V957
EEM	iShares MSCI Emerging Markets Indx ETF	87,350	$3,944	0.1%	$40.90	—	EEM	464287234
—	IShares ETF-20yr	11,500	$1,668	0.1%	—	—	Put	464287952
TLT	IShares ETF-20yr	11,500	$1,519	0.0%	$122.27	—	TLT	464287432
—	iShares MSCI EAFE ETF	5,100	$434	0.0%	—	—	Call	464287905
—	POWERSHARES QQQ TRUST	1,134	$331	0.0%	$172.08	—	QQQ	73935A104
—	iShares MSCI Emerging Markets Indx ETF	5,300	$292	0.0%	—	—	Call	464287904